+575.6%
NUE vs SPY
+322.5%
+253.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.6% |
| 7D | -0.6% | -0.8% | +0.1% | +0.3% |
| 30D | -4.6% | -1.1% | -3.5% | -3.3% |
| 3M | -0.3% | +3.9% | -4.2% | -4.9% |
| 6M | +51.9% | +13.6% | +38.3% | +30.6% |
| YTD | +60.0% | +12.7% | +47.3% | +38.7% |
| 1Y | +82.9% | +17.5% | +65.4% | +51.0% |
| 3Y | +66.0% | +76.9% | -10.9% | -15.2% |
| 5Y | +149.0% | +83.6% | +65.4% | +22.4% |
| All | +575.6% | +322.5% | +253.2% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling